D:\AdvancedDataGovernanceLogs created on Exchange 2016

Since Microsoft Exchange 2016 CU7 (or earlier) the server automatically started to create additional log files in D:\AdvancedDataGovernanceLogs and not in the default log folder C:\Program Files\Microsoft\Exchange Server\V15\Logging

According to Microsoft this is a Bug and these log files should be only created on the Exchange Online Cloud server Microsoft itself maintain. They additional said that they plan to close the bug in Exchange 2016 CU 11.